Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306099.711 | 228156.7738 | 77942.9372 | 14152.1333 | 106216.3893 | -92064.2559 |
Total P&L (%) | 306.0997 | 228.1568 | 77.9429 | 14.1521 | 106.2164 | -92.0643 |
Avg Daily Profit (%) | 0.1697 | 0.1265 | 0.0432 | 0.0073 | 0.0401 | -0.1404 |
Buy And Hold Return (%) | 34.1091 | 34.1091 | 34.1091 | 34.1091 | 34.1091 | 34.1091 |
Max Trade Drawdown | -137374 | -39086 | -141412 | -189623 | -49956 | -189945 |
Profit Factor | 2.2702 | 3.9628 | 1.4753 | 1.0541 | 2.8408 | 0.5484 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 81.3084 | 83.0189 | 79.6296 | 81.3084 | 83.0189 | 79.6296 |
Ratio Avg Win / Avg Loss | 0.5219 | 0.8106 | 0.3774 | 0.2423 | 0.5811 | 0.1403 |
Largest Winning Trade | 61687 | 61687 | 35527 | 74071 | 74071 | 31477 |
Largest Losing Trade | -95887 | -34857 | -95887 | -186164 | -44435 | -186164 |
Avg Bars in Trades | 47 | 42 | 53 | 47 | 42 | 53 |
Avg Bars in Winners | 26 | 18 | 34 | 26 | 18 | 34 |
Avg Bars in Losers | 142 | 160 | 128 | 142 | 160 | 128 |
Bars Traded | 5135 | 2239 | 2896 | 5135 | 2239 | 2896 |
Profit Streak | 0 | 888.2063 | 0 | 0 | 888.2063 | 0 |
Trades During Streak | 0 | 12 | 0 | 0 | 12 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485449 | -194483 | -316891 | -506898 | -314068 | -756992 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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